Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,885 CHF | 125,385 CHF | 100.00% | 100.00% |
14/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,843 CHF | 128,343 CHF | 99.78% | 99.78% |
13/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,835 CHF | 127,335 CHF | 100.00% | 100.00% |
10/05/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,469 CHF | 130,969 CHF | 96.62% | 96.62% |
08/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,169 CHF | 130,669 CHF | 100.00% | 100.00% |
07/05/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,944 CHF | 126,444 CHF | 99.86% | 99.86% |
06/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,158 CHF | 125,658 CHF | 99.83% | 99.83% |
03/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,358 CHF | 126,858 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,429 CHF | 121,929 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,070 CHF | 124,570 CHF | 100.00% | 100.00% |